+422.3%
SRE vs SW
+755.0%
-332.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -0.3% | -5.1% | +4.8% | -0.2% |
| 30D | -0.7% | -4.6% | +3.9% | -0.6% |
| 3M | -6.3% | +9.4% | -15.7% | -6.6% |
| 6M | -10.7% | +3.5% | -14.2% | -10.9% |
| YTD | -3.5% | +22.0% | -25.5% | -4.2% |
| 1Y | +5.3% | +2.2% | +3.1% | +5.0% |
| 3Y | +31.8% | +19.6% | +12.2% | +30.6% |
| 5Y | +47.4% | -2.3% | +49.7% | +45.7% |
| 10Y | +120.6% | +181.4% | -60.8% | +116.1% |
| All | +422.3% | +755.0% | -332.7% | +455.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling